LULU vs. IXC
LULU (Lululemon Athletica Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, LULU returned 4.33%/yr vs 9.23%/yr for IXC. At a 0.28 correlation, their price movements are largely independent.
Performance
LULU vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, LULU achieves a -42.84% return, which is significantly lower than IXC's 27.41% return. Over the past 10 years, LULU has underperformed IXC with an annualized return of 4.33%, while IXC has yielded a comparatively higher 9.23% annualized return.
LULU
- 1D
- 1.17%
- 1M
- 2.85%
- 6M
- -42.06%
- YTD
- -42.84%
- 1Y
- -47.46%
- 3Y*
- -32.35%
- 5Y*
- -20.40%
- 10Y*
- 4.33%
IXC
- 1D
- 0.46%
- 1M
- 2.57%
- 6M
- 21.42%
- YTD
- 27.41%
- 1Y
- 36.71%
- 3Y*
- 16.54%
- 5Y*
- 21.32%
- 10Y*
- 9.23%
LULU vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LULU Lululemon Athletica Inc. | -42.84% | -45.66% | -25.21% | 59.59% | -18.16% | 12.48% | 50.23% | 90.50% | 54.74% | 20.93% |
IXC iShares Global Energy ETF | 27.41% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between LULU and IXC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.28 |
The correlation between LULU and IXC shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LULU vs. IXC — Risk / Return Rank
LULU
IXC
LULU vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and iShares Global Energy ETF (IXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LULU | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.32 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.40 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.56 | 7.55 | -9.10 |
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Drawdowns
LULU vs. IXC - Drawdown Comparison
The maximum LULU drawdown since its inception was -92.26%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for LULU and IXC.
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Drawdown Indicators
| LULU | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.26% | -67.88% | -24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -54.81% | -15.36% | -39.45% |
Max Drawdown (3Y)Largest decline over 3 years | -79.38% | -19.06% | -60.32% |
Max Drawdown (5Y)Largest decline over 5 years | -79.38% | -24.93% | -54.45% |
Max Drawdown (10Y)Largest decline over 10 years | -79.38% | -64.16% | -15.22% |
Current DrawdownCurrent decline from peak | -76.77% | -8.30% | -68.47% |
Average DrawdownAverage peak-to-trough decline | -27.84% | -17.45% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.55% | 4.88% | +25.67% |
Volatility
LULU vs. IXC - Volatility Comparison
Lululemon Athletica Inc. (LULU) has a higher volatility of 11.95% compared to iShares Global Energy ETF (IXC) at 6.19%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LULU | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.95% | 6.19% | +5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 32.53% | 15.89% | +16.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.07% | 19.32% | +25.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.49% | 23.44% | +19.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.75% | 26.81% | +13.94% |
Dividends
LULU vs. IXC - Dividend Comparison
LULU has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.98% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
LULU Lululemon Athletica Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LULU and IXC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LULU has higher volatility (11.95%) compared to IXC (6.19%). In terms of maximum drawdown, LULU dropped -92.26% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (1.91 vs -1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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